Convex analysis and optimization

  • What is a convex analysis?

    Convex analysis is the branch of mathematics devoted to the study of properties of convex functions and convex sets, often with applications in convex minimization, a subdomain of optimization theory.
    A 3-dimensional convex polytope..

  • To interpret a convexity number, think of it as being the percent change in modified duration from a 1% change in yield.
    To estimate what the effect of including convexity in a price change calculation for a 1% change in yield, multiply the convexity by 1%^2=1%*1%.
$69.99 In stockThis textbook offers graduate students a concise introduction to the classic notions of convex optimization. Written in a highly accessible style and including  Table of contentsAbout this bookReviews

Categories

Beyond convexity
Is convex concave up or down
Slope of convex curve
Difference between concave and convex curve
Difference between concave and convex slope
Convex optimization in ai
Convex optimization negative definite
What is non convex optimization
Convex optimization of functions
Opposite of optimizing
Convex optimization permutation
Convex optimization for electrical engineering
Convex optimization
Convex optimization by stephen boyd and lieven vandenberghe
Bandit convex optimization towards tight bounds
Optimization under constraints
Convex optimization and applications
Convex optimization and concave
Convex optimization and geometry
Convex optimization and dual problem